-99.6%
CYCU vs ESI
+40.7%
-140.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.2% |
| 7D | +12.5% | +5.4% | +7.1% | +9.2% |
| 30D | -28.2% | -4.2% | -24.0% | -26.5% |
| 3M | -47.8% | -9.6% | -38.2% | -48.0% |
| 6M | -72.9% | +18.3% | -91.2% | -75.5% |
| YTD | -84.1% | +45.8% | -129.9% | -86.3% |
| 1Y | -91.9% | +39.2% | -131.0% | -93.0% |
| All | -99.6% | +40.7% | -140.2% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling